I am using ArcGIS Pro and I have grouped a number of similar layers together creating a 'group layer'. Is it possible to export the group layer as a shapefile or can I only do this with each of the individual layers within the group? I have looked but cant find an answer.

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The closest thing to what you want to do is a Layer (or Map) Package.

You cannot export a Group Layer into a shapefile. A group layer is a virtual container of almost anything. Features, rasters, etc. A shapefile can only have one geometry type (meaning you cannot mix points and polygons into a single shapefile). Hopefully you see why you cannot simply turn a group layer into a single shapefile.

If you right click the group layer, you can select Sharing > Share as Layer Package. This will take all the items found in that group layer and turn them into a single file that you can move around.

If you goal is to export layers into shapefiles, you'll need to do them one at a time using Feature Class to Feature Class or Copy Features. You can run either of those tools as batch to speed up the process. Or you could automated the process using ModelBuilder or a Python script with these tools.

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